The following pages link to Giorgia Callegaro (Q829341):
Displaying 20 items.
- Correction to: ``No-arbitrage commodity option pricing with market manipulation'' (Q829342) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Portfolio optimization in a defaultable market under incomplete information (Q1938900) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- A McKean-Vlasov game of commodity production, consumption and trading (Q2171035) (← links)
- No-arbitrage commodity option pricing with market manipulation (Q2190069) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Portfolio optimization in discontinuous markets under incomplete information (Q2461283) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Quantization goes polynomial (Q4991080) (← links)
- Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) (Q4991674) (← links)
- Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
- Carthaginian enlargement of filtrations (Q5408484) (← links)
- Optimal consumption problems in discontinuous markets (Q5746732) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- A self-exciting modeling framework for forward prices in power markets (Q6580688) (← links)
- Continuous-time persuasion by filtering (Q6748193) (← links)
